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dc.contributor.authorHarvey, Andrew C.en_GB
dc.contributor.authorChakravarty, T.en_GB
dc.date.accessioned2011-01-07T11:31:59Z
dc.date.available2011-01-07T11:31:59Z
dc.date.issued2008-09en_GB
dc.identifier.otherCWPE0840
dc.identifier.urihttp://www.dspace.cam.ac.uk/handle/1810/229418
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/229418
dc.publisherFaculty of Economics
dc.relation.ispartofseriesCambridge Working Papers in Economics
dc.rightsAll Rights Reserveden
dc.rights.urihttps://www.rioxx.net/licenses/all-rights-reserved/en
dc.subjectConditional heteroskedasticityen_GB
dc.subjectleverageen_GB
dc.subjectrobustnessen_GB
dc.subjectscoreen_GB
dc.subjectStudent's ten_GB
dc.subjectvolatilityen_GB
dc.titleBeta-t-(E)GARCHen_GB
dc.typeWorking Paperen_GB
dc.identifier.doi10.17863/CAM.5286


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